基于概率模型的蓝筹与小盘轮动策略:年化收益率（43.26%）
该策略基于正态分布概率模型量化风格趋势信号，筛选合规且财务达标的标的后，按趋势精选蓝筹或小盘标的，等额持仓十只，月度调仓。
概要
核心指标
- 累计收益率: 125.5%
- 年化收益率: 43.26%
- 基准收益率: 43.51%
- 阿尔法: 0.2
- 夏普比率: 1.41
- 最大回撤: 21.86%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 长江电力(600900.SH) | 27.188153658537 | 4100 | 7 | 27.03 | 110823 | -648.43/-0.582% |
| 2026-05-15 | 洛阳钼业(603993.SH) | 17.447699029126 | 10300 | 107 | 18.88 | 194464 | 14752.7/8.209% |
| 2026-05-15 | 北方华创(002371.SZ) | 442.712775 | 400 | 107 | 592 | 236800 | 59714.89/33.721% |
| 2026-05-15 | 新易盛(300502.SZ) | 349.21474 | 500 | 127 | 610.05 | 305025 | 130417.63/74.692% |
| 2026-05-15 | 立讯精密(002475.SZ) | 60.481600629756 | 3211 | 127 | 74 | 237614 | 43407.58/22.351% |
| 2026-05-15 | 中际旭创(300308.SZ) | 489.74686666667 | 300 | 127 | 1049.87 | 314961 | 168036.94/114.37% |
| 2026-05-15 | 工业富联(601138.SH) | 70.30799765808 | 3416 | 127 | 67.62 | 230989.92 | -9182.2/-3.823% |
| 2026-05-15 | 恒瑞医药(600276.SH) | 61.488740799397 | 3900 | 127 | 53.99 | 210561 | -29245.09/-12.195% |
| 2026-05-15 | 紫金矿业(601899.SH) | 30.705176612903 | 6200 | 127 | 31.84 | 197408 | 7035.91/3.696% |
| 2026-05-15 | 宁德时代(300750.SZ) | 377.2808086785 | 507 | 127 | 423.6 | 214765.2 | 23483.83/12.277% |
交易详情
| 2026-05-07 | 天孚通信(300394.SZ) | 卖 | -400 | 322 | -128800 | ¥167.44 | -2883.49 |
| 2026-05-07 | 紫金矿业(601899.SH) | 买 | 800 | 34.84 | 27872 | ¥8.36 | 0 |
| 2026-05-07 | 长江电力(600900.SH) | 买 | 4100 | 27.18 | 111438 | ¥33.43 | 0 |
| 2026-05-07 | 立讯精密(002475.SZ) | 卖 | -500 | 67.5 | -33750 | ¥43.88 | 3509.2 |
| 2026-05-07 | 恒瑞医药(600276.SH) | 买 | 600 | 53.88 | 32328 | ¥9.7 | 0 |
| 2026-05-07 | 洛阳钼业(603993.SH) | 买 | 100 | 19.9 | 1990 | ¥5 | 0 |
| 2026-04-30 | 中际旭创(300308.SZ) | 买 | 0 | 845 | -300 | ¥0 | 0 |
| 2026-04-22 | 宁德时代(300750.SZ) | 买 | 7 | 440.69 | -370.17 | ¥0 | 0 |
| 2026-04-02 | 中国人寿(601628.SH) | 卖 | -4300 | 36.85 | -158455 | ¥205.99 | -27652.88 |
| 2026-04-02 | 紫金矿业(601899.SH) | 买 | 700 | 33.99 | 23793 | ¥7.14 | 0 |
